+3,542.1%
CLS vs BN
+35.3%
+3,506.7%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -2.6% | +8.2% | +7.6% |
| 7D | +12.8% | -1.2% | +14.0% | +13.8% |
| 30D | +3.8% | -10.9% | +14.7% | +13.3% |
| 3M | -14.6% | -11.1% | -3.5% | -6.9% |
| 6M | +32.2% | -4.4% | +36.6% | +36.5% |
| YTD | +11.6% | -14.1% | +25.8% | +23.0% |
| 1Y | +35.1% | -11.1% | +46.1% | +45.9% |
| 3Y | +1,312.5% | +75.6% | +1,237.0% | +872.7% |
| 5Y | +3,542.1% | +35.8% | +3,506.3% | +2,736.5% |
| All | +3,542.1% | +35.3% | +3,506.7% | +2,736.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded BN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling